This obviously fails because the ExceptionCallHandler registration is looking for an ExceptionPolicyImpl instance, however I'm not entirely clear how to go about configuring an InjectionConstructor to resolve the exception policy based on the exception policy
name given in ExceptionCallHandlerAttribute. For example:

You mean if you defined an IMatchingRule in the config? Yes, because interception can be done either through config or through attributes. But your call handler should be defined in the config as well.